DAX Index Future September 2008

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	6,358.0	6,330.0	-28.0	-0.4%	6,464.0
High	6,372.5	6,473.5	101.0	1.6%	6,514.0
Low	6,267.0	6,276.5	9.5	0.2%	6,237.5
Close	6,337.5	6,437.5	100.0	1.6%	6,362.5
Range	105.5	197.0	91.5	86.7%	276.5
ATR	132.5	137.1	4.6	3.5%	0.0
Volume	135,241	156,242	21,001	15.5%	703,315

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,986.8	6,909.2	6,545.9
R3	6,789.8	6,712.2	6,491.7
R2	6,592.8	6,592.8	6,473.6
R1	6,515.2	6,515.2	6,455.6	6,554.0
PP	6,395.8	6,395.8	6,395.8	6,415.3
S1	6,318.2	6,318.2	6,419.4	6,357.0
S2	6,198.8	6,198.8	6,401.4
S3	6,001.8	6,121.2	6,383.3
S4	5,804.8	5,924.2	6,329.2

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,200.8	7,058.2	6,514.6
R3	6,924.3	6,781.7	6,438.5
R2	6,647.8	6,647.8	6,413.2
R1	6,505.2	6,505.2	6,387.8	6,438.3
PP	6,371.3	6,371.3	6,371.3	6,337.9
S1	6,228.7	6,228.7	6,337.2	6,161.8
S2	6,094.8	6,094.8	6,311.8
S3	5,818.3	5,952.2	6,286.5
S4	5,541.8	5,675.7	6,210.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,473.5	6,248.0	225.5	3.5%	139.4	2.2%	84%	True	False	109,289
10	6,543.5	6,237.5	306.0	4.8%	123.7	1.9%	65%	False	False	126,255
20	6,665.0	6,237.5	427.5	6.6%	125.4	1.9%	47%	False	False	138,553
40	6,665.0	6,041.5	623.5	9.7%	139.6	2.2%	64%	False	False	160,566
60	7,094.5	6,041.5	1,053.0	16.4%	138.8	2.2%	38%	False	False	139,967
80	7,340.0	6,041.5	1,298.5	20.2%	127.4	2.0%	30%	False	False	105,132
100	7,340.0	6,041.5	1,298.5	20.2%	123.0	1.9%	30%	False	False	84,186
120	7,340.0	6,041.5	1,298.5	20.2%	125.0	1.9%	30%	False	False	70,532

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	31.1
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	7,310.8
2.618	6,989.2
1.618	6,792.2
1.000	6,670.5
0.618	6,595.2
HIGH	6,473.5
0.618	6,398.2
0.500	6,375.0
0.382	6,351.8
LOW	6,276.5
0.618	6,154.8
1.000	6,079.5
1.618	5,957.8
2.618	5,760.8
4.250	5,439.3

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	6,416.7	6,413.2
PP	6,395.8	6,388.8
S1	6,375.0	6,364.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols